+27.0%
BROS vs ARMK
+91.9%
-65.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.5% | -6.8% | -4.6% |
| 7D | -21.2% | -2.6% | -18.6% | -20.0% |
| 30D | -11.6% | -5.2% | -6.4% | -9.0% |
| 3M | -36.7% | -6.5% | -30.2% | -34.7% |
| 6M | -42.8% | +15.3% | -58.1% | -47.0% |
| YTD | -44.8% | +43.6% | -88.4% | -54.6% |
| 1Y | -36.5% | +42.1% | -78.6% | -47.4% |
| 3Y | +27.0% | +94.0% | -67.0% | -4.9% |
| All | +27.0% | +91.9% | -65.0% | -4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ARMK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling